Strong approximation for a class of stationary processes

Weidong Liu and Zhengyan Lin

Stochastic Processes and their Applications, 2009, vol. 119, issue 1, 249-280

Abstract: Strong approximation for sums of a class of stationary processes with optimal bound is established. The main tools are m-dependent approximation and block techniques. Some previous results are improved.

Keywords: Causal; process; Strong; invariance; principle; m-dependent; approximation (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (9)

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